Machine learning signals: a practitioner reading list
8 linked sources: Lopez de Prado, Harvey-Liu-Zhu, Gu-Kelly-Xiu, Chen-Pelger-Zhu, and more.
Frontier research
Curated reading lists with direct links to journals, arXiv, author PDFs, and institutional research. Each note points to primary sources you can open and cite.
Market impact models worth knowing
6 linked sources: Almgren-Chriss, Gatheral, Bouchaud-Farmer-Lillo, and empirical impact calibration.
Alternative data: signal vs noise in systematic work
5 linked sources: Chen-Ferson-Peters, AQR, Kelly-Pruitt-Su, Chen-Zimmermann replication, plus due diligence checklist.